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isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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~isPartOf:"Insurance / Mathematics & economics"
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Search: subject_exact:"Estimation theory"
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Estimation theory
429
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239
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Nichtparametrisches Verfahren
49
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Andrews, Donald W. K.
20
Newey, Whitney K.
14
Phillips, Peter C. B.
11
Horowitz, Joel
8
Imbens, Guido
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Guillou, Armelle
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Gallant, A. Ronald
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Peng, Liang
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Insurance / Mathematics & economics
Journal of econometrics
1,601
Economics letters
961
Econometric theory
722
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
590
Econometric reviews
436
Journal of the American Statistical Association : JASA
324
The econometrics journal
268
Journal of applied econometrics
218
Applied economics letters
197
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
186
Oxford bulletin of economics and statistics
186
European journal of operational research : EJOR
177
Applied economics
169
Journal of quantitative economics : official journal of the Indian Econometric Society
166
International journal of forecasting
150
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The review of economics and statistics
145
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136
Quantitative economics : QE ; journal of the Econometric Society
127
Journal of forecasting
123
Computational economics
107
Statistical papers
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Statistics in transition : an international journal of the Polish Statistical Association
96
Journal of economic dynamics & control
88
The review of economic studies
86
American journal of agricultural economics
77
Journal of banking & finance
74
Journal of empirical finance
74
Journal of financial econometrics : official journal of the Society for Financial Econometrics
73
International economic review
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Annales d'économie et de statistique
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Metrika : international journal for theoretical and applied statistics
68
Finance research letters
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Operations research
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
61
Journal of productivity analysis
61
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
429
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1
Diagnostic tests before modeling longitudinal actuarial data
Li, Yinhuan
;
Fung, Tsz Chai
;
Peng, Liang
;
Qian, Linyi
- In:
Insurance / Mathematics & economics
113
(
2023
),
pp. 310-325
Persistent link: https://www.econbiz.de/10014466218
Saved in:
2
Statistical inference for extreme extremile in heavy-tailed heteroscedastic regression model
Chen, Yu
;
Ma, Mengyuan
;
Sun, Hongfang
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 142-162
Persistent link: https://www.econbiz.de/10014317142
Saved in:
3
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
4
Deep quantile and deep composite triplet regression
Fissler, Tobias
;
Merz, Michael
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
109
(
2023
),
pp. 94-112
Persistent link: https://www.econbiz.de/10014282471
Saved in:
5
Nonparametric density estimation and risk quantification from tabulated sample moments
Lambert, Philippe
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 177-189
Persistent link: https://www.econbiz.de/10013534519
Saved in:
6
Measuring and comparing risks of different types
Aigner, Maximilian
;
Chavez-Demoulin, Valérie
;
Guillou, …
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013271951
Saved in:
7
Estimating and backtesting risk under heavy tails
Pitera, Marcin
;
Schmidt, Thorsten
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013264930
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8
Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses
Meng, Jin
;
Chan, Kung-sik
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 60-75
Persistent link: https://www.econbiz.de/10013264936
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9
Estimating the time value of ruin in a Lévy risk model under low-frequency observation
Wang, Wenyuan
;
Xie, Jiayi
;
Zhang, Zhimin
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 133-157
Persistent link: https://www.econbiz.de/10013264942
Saved in:
10
What can we learn from telematics car driving data : a survey
Gao, Guangyuan
;
Meng, Shengwang
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 185-199
Persistent link: https://www.econbiz.de/10013264947
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